I haven't noticed too much grit with paprika as long as you don't overdo it.....basically go for a nice peach color. You could infuse it with some oil or tea (haven't done this personally) if you don't want the grit at all. Personally, I like the slightly "textured" look that the spices give, so I use them carefully.
Oxides and ultramarines are some of the friendliest colorants I've used. I personally keep Brambleberry's Red Brick, Chromium Green oxides on hand as well as ultramarines in blue and pink (the violet I have covered). I just mix the oxides in a teeny bit of oil and add at trace. I like to mix my ultramarines into the lye water if I'm going for a single color soap, or into a tiny bit of water before I add them at trace.
I have generally found them VERY predictable and fun to use.